Rapport Backtest

Stratégie · SmaPullbackManaged   |   Ticker · MSFT   |   2020-01-02 → 2025-10-31
Capital Final 11,578.00 €
P&L +1578.00 € (+15.78%)
Total Trades 14
Max Drawdown 9.09%
Sharpe
0.46
Sortino
0.22
Calmar
0.28

Equity Curve

Underwater Curve

Performance

CAGR2.55%
Ulcer Index0.05
Expectancy106.23

Trades Overview

Total14 Win Rate50.00%
Profit Factor1.75 Payoff Ratio1.75

Métriques Rolling

Heatmap Rendements Mensuels

Tableau des Trades

Open Close Side Size Entry Exit Net PnL Ret % Dur (j)
2020-11-05 05:00:00 2020-11-24 05:00:00 Long 15 213.00 200.97 -288.79 -5.65% 19
2020-12-15 05:00:00 2021-01-27 05:00:00 Long 15 206.95 228.25 489.76 10.29% 43
2021-03-10 05:00:00 2021-04-12 04:00:00 Long 15 228.36 244.87 363.09 7.23% 32
2021-05-10 04:00:00 2021-06-23 04:00:00 Long 15 241.85 256.26 302.67 5.96% 44
2021-09-15 04:00:00 2021-09-21 04:00:00 Long 15 293.59 285.39 -147.50 -2.79% 6
2021-10-07 04:00:00 2021-10-28 04:00:00 Long 15 285.77 313.07 491.53 9.56% 21
2021-11-30 05:00:00 2022-01-06 05:00:00 Long 15 325.22 302.79 -381.39 -6.90% 37
2023-04-27 04:00:00 2023-06-05 04:00:00 Long 15 290.47 328.76 689.23 13.18% 39
2023-07-13 04:00:00 2023-08-03 04:00:00 Long 15 333.98 319.78 -241.42 -4.25% 21
2023-10-09 04:00:00 2023-11-08 05:00:00 Long 15 320.09 355.46 601.25 11.05% 30
2023-12-18 05:00:00 2024-01-25 05:00:00 Long 15 364.89 398.16 532.42 9.12% 38
2024-02-23 05:00:00 2024-05-01 04:00:00 Long 15 411.28 387.29 -359.81 -5.83% 67
2024-10-23 04:00:00 2024-11-01 04:00:00 Long 15 427.86 404.93 -321.13 -5.36% 9
2025-01-21 05:00:00 2025-02-04 05:00:00 Long 15 428.06 409.39 -242.73 -4.36% 14